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I play Upgrade (+1 card, +1 action) -> Draw the last card from my Draw pile -> Trash Estate from my hand and gain a Silver card. This silver card goes into discard. So far so good.

Now, I play my second Upgrade. Since there's no card in my Draw pile, I need to shuffle my Discard pile. Do I shuffle my silver card that I just gained or does do I leave it in the "discard-of-the-current-turn" pile.

The general question is, if I need to shuffle my discard, do I shuffle all cards that I gained during the current turn? I know that I do not shuffle cards that I have set aside.

"Gain” – when a player gains a card, he takes the gained card (usually from
the Supply) and puts it onto his Discard pile (unless the card says to put
it elsewhere). The player does not get to use the card when he gains it.

A player places cards he Buys or otherwise acquires during the
game on his Discard pile unless he is specifically directed to place
them elsewhere.